As you may know, low-pass filtering is a required part of digitizing (to prevent alaising). And, there are other reasons for filtering during the recording/production process. It's fairly common practice to filter-out the lower frequencies from everything except the bass and kick drum, and to completely filter-out subsonic frequencies. I assume some producers/engineers also like to filter-out supersonic frequencies.

There are no perfect filters so there are trade-offs in filter design. No one can say why a particular filter was used, or why the filter was designed a certain way. The recording/mastering engineer may not know anything about the filters in his ADC or downsampler... He just knows it sounds good or that it has a good reputation.

Check any CD from the 80s. I don't recall any which does not have this 20-kHz lowpass.

Which in the 80s was due to a conservative lowpass during A/D conversion. In Alicia's album I'd guess it's because they used some analog processing during mixing or mastering (and then some conservative A/D converter for some reason). What scares me are the lines going to 22 kHz. This is solid gold digital waveform clipping.